검색결과 : 26건
| No. | Article |
|---|---|
| 1 |
Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs Matoussi A, Sabbagh W, Zhang TS Applied Mathematics and Optimization, 83(2), 849, 2021 |
| 2 |
Risk Sensitive Control of the Lifetime Ruin Problem Bayraktar E, Cohen A Applied Mathematics and Optimization, 77(2), 229, 2018 |
| 3 |
Large Deviations for Stochastic Models of Two-Dimensional Second Grade Fluids Zhai JL, Zhang TS Applied Mathematics and Optimization, 75(3), 471, 2017 |
| 4 |
Large Deviations and Importance Sampling for Systems of Slow-Fast Motion Spiliopoulos K Applied Mathematics and Optimization, 67(1), 123, 2013 |
| 5 |
Accurate Probabilistic Characterization of Battery Estimates by Using Large Deviation Principles for Real-Time Battery Diagnosis Chen ZQ, Wang LY, Yin G, Lin F, Wang CS IEEE Transactions on Energy Conversion, 28(4), 860, 2013 |
| 6 |
RISK-SENSITIVE CONTROL FOR THE PARALLEL SERVER MODEL Atar R, Goswami A, Shwartz A SIAM Journal on Control and Optimization, 51(6), 4363, 2013 |
| 7 |
LARGE DEVIATIONS FOR TWO-TIME-SCALE SYSTEMS DRIVEN BY NONHOMOGENEOUS MARKOV CHAINS AND ASSOCIATED OPTIMAL CONTROL PROBLEMS He Q, Yin G, Zhang Q SIAM Journal on Control and Optimization, 49(4), 1737, 2011 |
| 8 |
Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations Chueshov I, Millet A Applied Mathematics and Optimization, 61(3), 379, 2010 |
| 9 |
Large Deviations for Two-Time-Scale Diffusions, with Delays Kushner HJ Applied Mathematics and Optimization, 62(3), 295, 2010 |
| 10 |
Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem Hata H, Sekine J Applied Mathematics and Optimization, 62(3), 341, 2010 |